Since free users have various limitations on backtest running, I would like to run series of backtests with same algorithm but diffeent start date/time and end date/time to overcome some of the limitations.  I would like to set various parameters in initialize routines in such a way that at the end of that series of backtests, I get the same result as if I have run only one backtest.  for example,

backtest_1 (2018-01-01, 2018-01-31),  backtest_2(2018-02-01, 2018-02-28)  backtest_3(2018-03-01, 2018-03-31)

at the end of backtest_3, I will have same result as if I have run backtest for from 2018-01-01 to 2018-03-31.. 

Does QC framework provide any mechanism to transfer current state of backtest from one run to next run of the backtest? 

I understand that I can save current state of backtest to some Text-File  using   OnEndOfAlgorithm() and later, in next run, load from saved file in Intialize method..

I do not want to reinvent if something similar is readyly available,   I am sure that there has to be something for this as "restarting alpha stream where it left off" is one of the requirement for any alpha to get approved.   You need this functionality/feature in live trading because there will be reboots and restarts all the time.

thanks and regards,